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Dynare
dynare
Commits
b8bb1acc
Commit
b8bb1acc
authored
13 years ago
by
Sébastien Villemot
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GSA: further simplification related to qmc_sequence
parent
cb9858d6
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matlab/gsa/lptauSEQ.m
+0
-27
0 additions, 27 deletions
matlab/gsa/lptauSEQ.m
matlab/gsa/stab_map_.m
+2
-3
2 additions, 3 deletions
matlab/gsa/stab_map_.m
with
2 additions
and
30 deletions
matlab/gsa/lptauSEQ.m
deleted
100644 → 0
+
0
−
27
View file @
cb9858d6
function
[
lpmat
]
=
lptauSEQ
(
Nsam
,
Nvar
)
% [lpmat] = lptauSEQ(Nsam,Nvar)
%
% Generates a sample from a sobol sequence of length Nsam for a
% number of parameters Nvar
%
% Copyright (C) 2005 Marco Ratto
% THIS PROGRAM WAS WRITTEN FOR MATLAB BY
% Marco Ratto,
% Unit of Econometrics and Statistics AF
% (http://www.jrc.cec.eu.int/uasa/),
% IPSC, Joint Research Centre
% The European Commission,
% TP 361, 21020 ISPRA(VA), ITALY
% marco.ratto@jrc.it
%
clear
lptau
lpmat
=
zeros
(
Nsam
,
Nvar
);
seed
=
int64
(
0
);
for
j
=
1
:
Nsam
,
[
v
,
seed
]
=
qmc_sequence
(
Nvar
,
seed
,
0
);
lpmat
(
j
,:)
=
v
;
end
return
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matlab/gsa/stab_map_.m
+
2
−
3
View file @
b8bb1acc
...
...
@@ -28,8 +28,7 @@ function x0 = stab_map_(OutputDirectoryName)
% 3) Bivariate plots of significant correlation patterns
% ( abs(corrcoef) > alpha2) under the stable and unacceptable subsets
%
% USES lptauSEQ,
% stab_map_1, stab_map_2
% USES qmc_sequence, stab_map_1, stab_map_2
%
% Part of the Sensitivity Analysis Toolbox for DYNARE
%
...
...
@@ -118,7 +117,7 @@ if fload==0,
Nsam
=
size
(
lpmat
,
1
);
else
if
np
<
52
&
ilptau
>
0
,
[
lpmat
]
=
lptauSEQ
(
Nsam
,
np
);
% lptau
[
lpmat
]
=
qmc_sequence
(
np
,
int64
(
0
),
0
,
Nsam
)
'
;
if
np
>
30
|
ilptau
==
2
,
% scrambled lptau
for
j
=
1
:
np
,
lpmat
(:,
j
)
=
lpmat
(
randperm
(
Nsam
),
j
);
...
...
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